You can add a TXT/SPF record through Member Zone by clicking on 'DNS Panel'. It is important that you have the records correct because if they are incorrect it can potentially bring down the whole website.

You can setup a SPF record in your DNS zone file by going to: CloudFlare.com > My Websites > Settings (pull down menu) > DNS settings. The format for the SPF record will probably look something like this in your CloudFlare DNS zone file: